What format should the domain be entered?

In your domain configuration panel, where I am to enter the domains of the sites I'll use SSB on, what format should I use?

E.g.

[www.slideshowbox.com]

or

[www.slideshowbox.com]

or

[slideshowbox.com]

or

slideshowbox.com

or what? If it's not entered correctly, will I be warned? How will I know if that's where the failure point is?

Depends on your domain, but usually the domain set looks like this: slideshowbox.com.
See also this [screencast.com]